-5.1%
COF vs MP
-35.7%
+30.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.1% | +3.9% | -0.8% |
| 7D | +0.7% | -12.5% | +13.2% | +1.7% |
| 30D | +5.7% | -23.3% | +29.1% | +7.7% |
| 3M | -6.7% | -24.4% | +17.7% | -4.9% |
| 6M | +9.5% | -45.8% | +55.2% | +13.6% |
| YTD | -13.9% | -28.9% | +15.0% | -13.9% |
| 1Y | -5.1% | -34.6% | +29.5% | -4.9% |
| All | -5.1% | -35.7% | +30.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling